Polymarket Market Snapshots API: Historical Order Book States
Fetch Polymarket market snapshots through an API built for historical order book replay, backtesting, and liquidity analysis.
A Polymarket market snapshots API should return timestamped order book states for a market, not just the latest CLOB view. That makes it possible to replay depth over time.
API Response Fields
- Market id and slug
- Snapshot timestamp
- UP and DOWN best bid and ask
- Full bid and ask ladders
- Reference price and market resolution metadata
Developer Workflow
- Find a market or market family.
- Request snapshots for the desired time window.
- Paginate through the full history.
- Replay snapshots in timestamp order.
- Calculate fills, spreads, and strategy metrics.
API vs Static Download
| Need | Best option |
|---|---|
| Interactive backtest | Snapshots API |
| Offline research | CSV or Parquet export |
| Live bot calibration | API plus cached snapshots |